A comprehensive review of spatiotemporal pattern formation in systems driven away from equilibrium is presented, with emphasis on comparisons between theory and quantitative experiments. Examples include patterns in hydrodynamic systems such as thermal convection in pure fluids and binary mixtures, Taylor-Couette flow, parametric-wave instabilities, as well as patterns in solidification fronts, nonlinear optics, oscillatory chemical reactions and excitable biological media. The theoretical starting point is usually a set of deterministic equations of motion, typically in the form of nonlinear partial differential equations. These are sometimes supplemented by stochastic terms representing thermal or instrumental noise, but for macroscopic systems and carefully designed experiments the stochastic forces are often negligible. An aim of theory is to describe solutions of the deterministic equations that are likely to be reached starting from typical initial conditions and to persist at long times. A unified description is developed, based on the linear instabilities of a homogeneous state, which leads naturally to a classification of patterns in terms of the characteristic wave vector q0 and frequency ω0 of the instability. Type Is systems (ω0=0, q0≠0) are stationary in time and periodic in space; type IIIo systems (ω0≠0, q0=0) are periodic in time and uniform in space; and type Io systems (ω0≠0, q0≠0) are periodic in both space and time. Near a continuous (or supercritical) instability, the dynamics may be accurately described via "amplitude equations," whose form is universal for each type of instability. The specifics of each system enter only through the nonuniversal coefficients. Far from the instability threshold a different universal description known as the "phase equation" may be derived, but it is restricted to slow distortions of an ideal pattern. For many systems appropriate starting equations are either not known or too complicated to analyze conveniently. It is thus useful to introduce phenomenological order-parameter models, which lead to the correct amplitude equations near threshold, and which may be solved analytically or numerically in the nonlinear regime away from the instability. The above theoretical methods are useful in analyzing "real pattern effects" such as the influence of external boundaries, or the formation and dynamics of defects in ideal structures. An important element in nonequilibrium systems is the appearance of deterministic chaos. A greal deal is known about systems with a small number of degrees of freedom displaying "temporal chaos," where the structure of the phase space can be analyzed in detail. For spatially extended systems with many degrees of freedom, on the other hand, one is dealing with spatiotemporal chaos and appropriate methods of analysis need to be developed. In addition to the general features of nonequilibrium pattern formation discussed above, detailed reviews of theoretical and experimental work on many specific systems are presented. These include Rayleigh-Benard convection in a pure fluid, convection in binary-fluid mixtures, electrohydrodynamic convection in nematic liquid crystals, Taylor-Couette flow between rotating cylinders, parametric surface waves, patterns in certain open flow systems, oscillatory chemical reactions, static and dynamic patterns in biological media, crystallization fronts, and patterns in nonlinear optics. A concluding section summarizes what has and has not been accomplished, and attempts to assess the prospects for the future.

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Pattern formation outside of equilibrium

N G van Kampen 1981 Amsterdam: North-Holland xiv + 419 pp price Dfl 180 This is a book which, at a lower price, could be expected to become an essential part of the library of every physical scientist concerned with problems involving fluctuations and stochastic processes, as well as those who just enjoy a beautifully written book. It provides an extensive graduate-level introduction which is clear, cautious, interesting and readable.

https://iopscience.iop.org/article/10.1088/0031-9112/34/4/040/pdf

Stochastic Processes in Physics and Chemistry

Since the subject of traffic dynamics has captured the interest of physicists, many surprising effects have been revealed and explained. Some of the questions now understood are the following: Why are vehicles sometimes stopped by ``phantom traffic jams'' even though drivers all like to drive fast? What are the mechanisms behind stop-and-go traffic? Why are there several different kinds of congestion, and how are they related? Why do most traffic jams occur considerably before the road capacity is reached? Can a temporary reduction in the volume of traffic cause a lasting traffic jam? Under which conditions can speed limits speed up traffic? Why do pedestrians moving in opposite directions normally organize into lanes, while similar systems ``freeze by heating''? All of these questions have been answered by applying and extending methods from statistical physics and nonlinear dynamics to self-driven many-particle systems. This article considers the empirical data and then reviews the main approaches to modeling pedestrian and vehicle traffic. These include microscopic (particle-based), mesoscopic (gas-kinetic), and macroscopic (fluid-dynamic) models. Attention is also paid to the formulation of a micro-macro link, to aspects of universality, and to other unifying concepts, such as a general modeling framework for self-driven many-particle systems, including spin systems. While the primary focus is upon vehicle and pedestrian traffic, applications to biological or socio-economic systems such as bacterial colonies, flocks of birds, panics, and stock market dynamics are touched upon as well.

Traffic and related self-driven many-particle systems

I. the origin of species by means of natural selection

Statistical physics of vehicular traffic and some related systems

This review describes recent progress in the understanding of the emergence of scale invariance in far-from-equilibrium growth. The first section is devoted to ‘solvable’ needle models which illustrate the relationship between long-range competition mediated, for example, through shadowing or a Laplacian field, and scale invariance. The following three sections, which comprise the bulk of the article, develop the theory of kinetic surface roughening in a comprehensive manner. The two large classes of kinetic roughening processes, characterized by non-conserved (Kardar-Parisi-Zhang) and conserved (ideal molecular beam epitaxy (MBE)) surface relaxation, respectively, are treated separately. For the former case, which has been extensively reviewed elsewhere, the focus is on recent developments. For the case of ideal MBE we give a systematic derivation of the various universality classes in terms of microscopic processes, and compare the predictions of continuum theory to computer simulations and exp...

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Origins of scale invariance in growth processes

A central topic in biology concerns how genotypes determine phenotypes and functions of organisms that affect their evolutionary fitness. This Review discusses recent advances in the development of empirical fitness landscapes and their contribution to theoretical analyses of the predictability of evolution. The genotype–fitness map (that is, the fitness landscape) is a key determinant of evolution, yet it has mostly been used as a superficial metaphor because we know little about its structure. This is now changing, as real fitness landscapes are being analysed by constructing genotypes with all possible combinations of small sets of mutations observed in phylogenies or in evolution experiments. In turn, these first glimpses of empirical fitness landscapes inspire theoretical analyses of the predictability of evolution. Here, we review these recent empirical and theoretical developments, identify methodological issues and organizing principles, and discuss possibilities to develop more realistic fitness landscape models.

Empirical fitness landscapes and the predictability of evolution

Steady states of driven lattice gases with open boundaries are investigated. Particles are red into the system at one edge, travel under the action of an external field, and leave the system at the opposite edge. Two types of phase transitions involving nonanalytic changes in the density profiles and the particle number fluctuation spectra are encountered upon varying the feeding rate and the particle interactions, and associated diverging length scales are identified. The principle governing the transitions is the tendency of the system to maximize the transported current.

Boundary-induced phase transitions in driven diffusive systems.

These notes are based on lectures delivered by the authors at a Langeoog seminar of SFB/TR12 Symmetries and Universality in Mesoscopic Systems to a mixed audience of mathematicians and theoretical physicists. After a brief outline of the basic physical concepts of equilibrium and nonequilibrium states, the one-dimensional simple exclusion process is introduced as a paradigmatic nonequilibrium interacting particle system. The stationary measure on the ring is derived and the idea of the hydrodynamic limit is sketched. We then introduce the phenomenological Kardar–Parisi–Zhang (KPZ) equation and explain the associated universality conjecture for surface fluctuations in growth models. This is followed by a detailed exposition of a seminal paper of Johansson [59] that relates the current fluctuations of the totally asymmetric simple exclusion process (TASEP) to the Tracy–Widom distribution of random matrix theory. The implications of this result are discussed within the framework of the KPZ conjecture.

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Joachim Krug

Papers

Origins of scale invariance in growth processes

Empirical fitness landscapes and the predictability of evolution

Boundary-induced phase transitions in driven diffusive systems.

A pedestrian's view on interacting particle systems, KPZ universality and random matrices

Islands, mounds, and atoms